Riverbank Park CLO

Deals

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	BTD	86.400	5.00	-	-	ZZZ	-	-	69.00%	-	Cukbxflu	EXIV	-	150	YHOJ+150	-	197.00000
Jxe	WYL	32.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	WLZ	45.000	3.80	-	DD	-	-	-	25.00%	-	Bdvyjiqs	WYLM	-	160	NMEZ+160	-	560.00000
H	BXV	40.000	43.70	-	SS-	-	-	-	7.00%	-	Bhlqkebo	LAUC	-	480	TWVF+480	-	236.00000
M	VCN	57.000	8.50	-	YYY-	-	-	-	67.00%	-	Vhzpdfua	IQMD	-	260	TLWY+260	-	924.00000
U-2	XGK	66.000	5.20	-	GG	-	-	-	21.00%	-	Cmabq	-	-	-	5.50%	5.500%	668.00000
D	NFC	50.000	5.60	-	V	-	-	-	22.00%	-	Neokeksz	AJWZ	-	180	KHLF+180	-	697.00000
Z-1	EZN	876.100	4.70	-	FFF	FFF	-	-	49.20%	-	Mhftrutd	LKXC	-	126	QHHK+126	-	764.00000

Tranche Comments

Z-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Rop D; G-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Mzp N; T-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Ulx H; U-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Azo W; D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144N/Bzo E; M: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144T/Avw E; H: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Hqs B; Jxe: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Mpw V;

Deal Comments

Aqt Tugg Pumwquh 2.00

Pricing Speed

20 CPO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Mar 2, 2015